Concentration properties of quadratic forms provide a powerful tool to study the asymptotic behaviour of empirical spectral distributions of sample covariance and related random matrices (see [1]}, [2]}, [3]}, [4]}, [5]}, [6]} [7]}, [8]}, [9]}). In particular, [10]} gives necessary and sufficient conditions for the MP theorem in terms of concentration of certain quadratic forms. For various models of data, the concentration properties are established in [2]}, [12]}, [13]}, [7]}, [15]}, [9]}, [17]}, among others.
